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Estimating the square root of a density via compactly supported wavelets

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  • Pinheiro, Aluisio
  • Vidakovic, Brani

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  • Pinheiro, Aluisio & Vidakovic, Brani, 1997. "Estimating the square root of a density via compactly supported wavelets," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 399-415, September.
    • Handle: RePEc:eee:csdana:v:25:y:1997:i:4:p:399-415
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    References listed on IDEAS

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    1. Kerkyacharian, G. & Picard, D., 1992. "Density estimation in Besov spaces," Statistics & Probability Letters, Elsevier, vol. 13(1), pages 15-24, January.
    2. Kerkyacharian, Gérard & Picard, Dominique, 1993. "Density estimation by kernel and wavelets methods: Optimality of Besov spaces," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 327-336, November.
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    Cited by:

    1. Marina Vannucci & Brani Vidakovic, 1997. "Preventing the Dirac disaster: Wavelet based density estimation," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 6(2), pages 145-159, August.
    2. Morettin Pedro A. & Toloi Clelia M.C. & Chiann Chang & de Miranda José C.S., 2011. "Wavelet Estimation of Copulas for Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-31, October.
    3. Sylvain Sardy & Paul Tseng, 2010. "Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(2), pages 321-337, June.
    4. Federico Palacios-González & Rosa M. García-Fernández, 2020. "A faster algorithm to estimate multiresolution densities," Computational Statistics, Springer, vol. 35(3), pages 1207-1230, September.
    5. Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005. "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series rp144, International Center for Financial Asset Management and Engineering.
    6. Rodney V. Fonseca & Aluísio Pinheiro, 2020. "Wavelet estimation of the dimensionality of curve time series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1175-1204, October.
    7. García-Treviño, E.S. & Barria, J.A., 2012. "Online wavelet-based density estimation for non-stationary streaming data," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 327-344.
    8. Aya-Moreno, Carlos & Geenens, Gery & Penev, Spiridon, 2018. "Shape-preserving wavelet-based multivariate density estimation," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 30-47.
    9. García Treviño, E.S. & Alarcón Aquino, V. & Barria, J.A., 2019. "The radial wavelet frame density estimator," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 111-139.
    10. Angela Montanari & Daniela Calò, 2013. "Model-based clustering of probability density functions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(3), pages 301-319, September.

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